+90.1%
FOXA vs NDAQ
+265.5%
-175.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +3.0% |
| 7D | -3.7% | -6.8% | +3.1% | -0.9% |
| 30D | +5.4% | -3.2% | +8.5% | +6.7% |
| 3M | -3.7% | +6.5% | -10.2% | -6.8% |
| 6M | +12.6% | +5.7% | +6.8% | +8.7% |
| YTD | -10.0% | -4.6% | -5.3% | -9.3% |
| 1Y | +15.0% | -1.6% | +16.6% | +14.0% |
| 3Y | +115.1% | +86.4% | +28.7% | +58.6% |
| 5Y | +93.0% | +50.3% | +42.7% | +52.9% |
| All | +90.1% | +265.5% | -175.4% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NDAQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling